A top-tier investment bank is looking for a Quantitative Risk Analyst to join its Prime Brokerage Risk Management team in NY. Reporting to the bank's Global Head of Risk for Prime Brokerage, the role involves managing the development and implementation of quantitative models that capture the margin risk of client portfolios across multiple asset classes. Applicants should have an advanced quantitative degree, deep understanding of risk concepts [VaR, Liquidity, Risk Exposure, Margining] and a minimum of 3-5 yrs of experience designing and back-testing margin and risk monitoring models and working with technology on implementation